+110.7%
MCK vs BRO
-7.6%
+118.4%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | -2.9% | -7.3% | +4.4% | -1.3% |
| 30D | +0.4% | -6.9% | +7.3% | +1.9% |
| 3M | +12.1% | +10.7% | +1.4% | +10.0% |
| 6M | -5.4% | -2.7% | -2.8% | -5.7% |
| YTD | +7.8% | -16.3% | +24.1% | +10.3% |
| 1Y | +22.9% | -29.1% | +52.0% | +31.1% |
| 3Y | +110.7% | -7.8% | +118.6% | +124.2% |
| All | +110.7% | -7.6% | +118.4% | +124.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded BRO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling